doit_variance: DoIt approximation of the variance

In sieste/doit: Bayesian Computation using Design of Experiments-Based Interpolation Technique

Description

Approximate the covariance matrix of the vector 'theta'.

Usage

doit_variance(doit)

Arguments

doit	An object of class 'doit', see function 'doit_fit'.

Value

(Co-)variance matrix of the target density.

Examples

design = data.frame(x=rnorm(10), y=rnorm(10))
design$f = with(design, exp(-0.5*(x+y)^2))
fit = doit_fit(design)
vari = doit_variance(fit)

sieste/doit documentation built on May 9, 2019, 4:10 p.m.